+166.4%
IWM vs EQNR
+416.8%
-250.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.4% | +6.4% | -8.8% | -4.1% |
| 30D | -4.6% | +10.4% | -14.9% | -7.3% |
| 3M | -0.3% | +23.1% | -23.4% | -6.8% |
| 6M | +14.7% | +36.3% | -21.6% | +2.1% |
| YTD | +17.8% | +96.0% | -78.1% | -7.3% |
| 1Y | +21.2% | +94.2% | -73.0% | -4.7% |
| 3Y | +62.3% | +75.3% | -12.9% | +28.6% |
| 5Y | +38.7% | +187.2% | -148.5% | -14.8% |
| All | +166.4% | +416.8% | -250.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling